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ITEK.L vs. RMAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITEK.L vs. RMAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ITEK.L is traded in USD, while RMAP.L is traded in GBp. To make them comparable, the RMAP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITEK.L achieves a 24.28% return, which is significantly higher than RMAP.L's 3.60% return.


ITEK.L

1D
0.19%
1M
13.86%
YTD
24.28%
6M
20.34%
1Y
44.45%
3Y*
25.22%
5Y*
6.54%
10Y*

RMAP.L

1D
0.81%
1M
-2.17%
YTD
3.60%
6M
6.20%
1Y
32.29%
3Y*
31.29%
5Y*
18.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITEK.L vs. RMAP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ITEK.L
HAN-GINS Tech Megatrend Equal Weight UCITS ETF
24.28%18.69%12.39%51.33%-45.52%7.82%48.47%
RMAP.L
HANetf The Royal Mint Responsibly Sourced Physical Gold ETC
3.60%65.08%25.86%12.74%-0.20%-3.69%16.66%

Correlation

The correlation between ITEK.L and RMAP.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2020

0.12

The correlation between ITEK.L and RMAP.L shifts across timeframes, from 0.12 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ITEK.L vs. RMAP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ITEK.L
ITEK.L Risk / Return Rank: 4747
Overall Rank
ITEK.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ITEK.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
ITEK.L Omega Ratio Rank: 4949
Omega Ratio Rank
ITEK.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
ITEK.L Martin Ratio Rank: 3434
Martin Ratio Rank

RMAP.L
RMAP.L Risk / Return Rank: 2828
Overall Rank
RMAP.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RMAP.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
RMAP.L Omega Ratio Rank: 4949
Omega Ratio Rank
RMAP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
RMAP.L Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITEK.L vs. RMAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ITEK.LRMAP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

2.03

1.17

+0.87

Martin ratioReturn relative to average drawdown

5.05

2.39

+2.66

ITEK.L vs. RMAP.L - Sharpe Ratio Comparison

The current ITEK.L Sharpe Ratio is 1.84, which is higher than the RMAP.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ITEK.L and RMAP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ITEK.LRMAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.67

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.74

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.71

-0.15

Drawdowns

ITEK.L vs. RMAP.L - Drawdown Comparison

The maximum ITEK.L drawdown since its inception was -54.15%, which is greater than RMAP.L's maximum drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for ITEK.L and RMAP.L.


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Drawdown Indicators


ITEK.LRMAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.15%

-27.53%

-26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-27.53%

+5.79%

Max Drawdown (3Y)

Largest decline over 3 years

-28.11%

-27.53%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-53.31%

-27.53%

-25.78%

Current Drawdown

Current decline from peak

-1.88%

-18.30%

+16.42%

Average Drawdown

Average peak-to-trough decline

-19.45%

-7.93%

-11.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.77%

13.46%

-4.69%

Volatility

ITEK.L vs. RMAP.L - Volatility Comparison

HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) has a higher volatility of 8.72% compared to HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) at 5.72%. This indicates that ITEK.L's price experiences larger fluctuations and is considered to be riskier than RMAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITEK.LRMAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

5.72%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

20.92%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

47.97%

-23.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.18%

25.63%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.72%

24.68%

+2.04%

ITEK.L vs. RMAP.L - Expense Ratio Comparison

ITEK.L has a 0.59% expense ratio, which is higher than RMAP.L's 0.22% expense ratio.


Dividends

ITEK.L vs. RMAP.L - Dividend Comparison

Neither ITEK.L nor RMAP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ITEK.L and RMAP.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RMAP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RMAP.L is cheaper with a 0.22% expense ratio, compared with 0.59% for ITEK.L.

ITEK.L is categorized as Technology Equities, while RMAP.L is Precious Metals. ITEK.L tracks Solactive Innovative Technologies Index, while RMAP.L tracks Gold. Their fees differ too: 0.59% for ITEK.L and 0.22% for RMAP.L.

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